-5.2%
CMG vs PFG
+107.2%
-112.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.2% |
| 7D | -6.5% | +3.2% | -9.7% | -7.8% |
| 30D | +12.1% | +0.9% | +11.2% | +11.4% |
| 3M | +20.6% | +7.7% | +12.9% | +16.7% |
| 6M | +2.1% | +29.0% | -26.9% | -8.1% |
| YTD | -2.6% | +32.5% | -35.1% | -13.3% |
| 1Y | -8.7% | +47.3% | -56.0% | -22.2% |
| 3Y | -7.4% | +68.2% | -75.6% | -26.3% |
| All | -5.2% | +107.2% | -112.4% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling